| Metric | 11399602:btcusd:triple_med_gx:lsma95_130 | 11399602:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -0.11% | 61.16% |
| Max Drawdown | -9.54% | -29.51% |
| Sharpe | 0.02 | 0.59 |
| Sortino | 0.02 | 0.85 |
| Payoff Ratio | 1.07 | 0.97 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.49 | 0.55 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 118.67 | 2.67 |
| Outlier Loss Ratio | 3.65 | 2.35 |
| Volatility (ann.) | 4.81% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.01 | 2.0 |
| Skew | -9.77 | 0.21 |
| Kurtosis | 288.2 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.01% | 3.74% |
| Expected Yearly % | -0.05% | 26.95% |
| Kelly Criterion | -5.1% | 2.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.13% |
| Expected Shortfall (cVaR) | -0.41% | -2.13% |
| Year | 11399602:BTCUSD | 11399602:btcusd:triple_med_gx:lsma95_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.96 | 0.13 | - |
| 2025 | 16.76 | -4.83 | -0.29 | - |
| Metric | 11399602:btcusd:triple_med_gx:lsma95_130 | 11399602:BTCUSD |
|---|---|---|
| MTD | 0.51% | 4.16% |
| 3M | 0.69% | 31.46% |
| 6M | -4.25% | 12.77% |
| YTD | -4.83% | 16.76% |
| 1Y | 0.35% | 56.84% |
| 3Y (ann.) | -0.11% | 59.12% |
| 5Y (ann.) | -0.11% | 59.12% |
| Metric | 11399602:btcusd:triple_med_gx:lsma95_130 | 11399602:BTCUSD |
|---|---|---|
| Max Drawdown | -9.54% | -29.51% |
| Longest DD Days | 216.0 | 144.0 |
| Avg. Drawdown | -2.19% | -4.82% |
| Avg. Drawdown Days | 45.0 | 14.0 |
| Recovery Factor | -0.01 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-06 | 2025-06-11 | -9.54 | 216 |
| 2024-09-11 | 2024-10-14 | -1.51 | 32 |
| 2024-06-05 | 2024-06-30 | -1.46 | 24 |
| 2024-08-10 | 2024-08-11 | -0.27 | 0 |
| 2024-09-11 | 2024-09-11 | -0.18 | 0 |
| 2024-08-10 | 2024-08-10 | -0.18 | 0 |
| Metric | 11399602:btcusd:triple_med_gx:lsma95_130 | 11399602:BTCUSD |
|---|---|---|
| Best Day | 1.75% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 4.03% | 18.93% |
| Worst Week | -4.58% | -12.33% |
| Best Month | 4.03% | 37.42% |
| Worst Month | -4.58% | -17.69% |
| Best Year | 4.96% | 38.02% |
| Worst Year | -4.83% | 16.76% |
| Avg. Up Day | 0.67% | 0.71% |
| Avg. Down Day | -0.63% | -0.73% |
| Avg. Up Week | 1.78% | 7.8% |
| Avg. Down Week | -1.31% | -2.19% |
| Avg. Up Month | 1.61% | 7.04% |
| Avg. Down Month | -2.88% | -7.67% |
| Win Days % | 45.74% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 38.89% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |